+486.6%
COR vs ILMN
+64.4%
+422.2%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -2.7% | +3.5% | +1.1% |
| 7D | +2.4% | -9.8% | +12.2% | +3.4% |
| 30D | +7.7% | -22.7% | +30.4% | +10.1% |
| 3M | +7.5% | +12.1% | -4.6% | +5.3% |
| 6M | +34.1% | +51.5% | -17.3% | +26.8% |
| YTD | +3.9% | +63.9% | -60.0% | -3.1% |
| 1Y | -3.6% | +76.6% | -80.2% | -10.9% |
| 3Y | +80.5% | +124.6% | -44.1% | +56.1% |
| 5Y | +194.9% | -42.7% | +237.6% | +215.7% |
| 10Y | +486.6% | +59.7% | +427.0% | +398.6% |
| All | +486.6% | +64.4% | +422.2% | +398.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ILMN.
Daily Out/Under-Performance
Portfolio return minus ILMN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ILMN return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded ILMN wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling